Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2024-11-10 00:00:00+00:00 0.599195 0.673853 0.758145 0.861189 0.984887 1.130071 1.315573
2024-11-17 00:00:00+00:00 0.506149 0.596814 0.706441 0.851135 1.040811 1.286561 1.638884
2024-11-24 00:00:00+00:00 0.446781 0.546022 0.672528 0.850072 1.100564 1.454522 2.019503
2024-12-01 00:00:00+00:00 0.388448 0.487091 0.617763 0.809789 1.096612 1.531342 2.291756
2024-12-08 00:00:00+00:00 0.344336 0.440913 0.572965 0.774698 1.091282 1.602270 2.576403
2024-12-15 00:00:00+00:00 0.323160 0.423118 0.564527 0.789963 1.164045 1.813928 3.191197
2024-12-22 00:00:00+00:00 0.309776 0.414413 0.567444 0.822025 1.269420 2.110270 4.119608
2024-12-29 00:00:00+00:00 0.293828 0.400102 0.559888 0.835499 1.344741 2.372631 5.130596
2025-01-05 00:00:00+00:00 0.278836 0.385636 0.550192 0.843443 1.410955 2.637463 6.339817
2025-01-12 00:00:00+00:00 0.262833 0.368128 0.533656 0.836762 1.446924 2.847260 7.565198
2025-01-19 00:00:00+00:00 0.243083 0.343231 0.502712 0.799954 1.414119 2.882313 8.231643
2025-01-26 00:00:00+00:00 0.233533 0.333770 0.496529 0.808176 1.478699 3.189270 10.298776
2025-02-02 00:00:00+00:00 0.225474 0.326509 0.494080 0.824663 1.569223 3.618970 13.681506
2025-02-09 00:00:00+00:00 0.214400 0.313469 0.480369 0.817045 1.602242 3.897697 16.887738
2025-02-16 00:00:00+00:00 0.205515 0.303445 0.471099 0.817233 1.654880 4.270010 21.781861
2025-02-23 00:00:00+00:00 0.192173 0.285062 0.445299 0.779806 1.603932 4.262159 23.723632
2025-03-02 00:00:00+00:00 0.180547 0.268996 0.422684 0.746937 1.559730 4.266712 25.988407
2025-03-09 00:00:00+00:00 0.176116 0.265033 0.422113 0.761730 1.648187 4.836970 37.358631
2025-03-16 00:00:00+00:00 0.173928 0.264774 0.428369 0.792389 1.789890 5.742582 62.876651
2025-03-23 00:00:00+00:00 0.169746 0.260707 0.426957 0.805318 1.883317 6.515743 101.280512
2025-03-30 00:00:00+00:00 0.165247 0.255795 0.423489 0.812948 1.962922 7.301956 169.761103
2025-04-06 00:00:00+00:00 0.159592 0.248475 0.414702 0.806655 1.995839 7.863297 267.901332
2025-04-13 00:00:00+00:00 0.151397 0.236138 0.395101 0.771700 1.924095 7.722169 302.216139